+164.9%
PAAS vs SN
+681.9%
-517.1%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.9% | -0.1% | +2.3% |
| 7D | +8.8% | +7.6% | +1.2% | +7.2% |
| 30D | -8.5% | +24.1% | -32.5% | -12.6% |
| 3M | -17.0% | +23.7% | -40.7% | -20.9% |
| 6M | -27.9% | +105.5% | -133.4% | -38.5% |
| YTD | -17.5% | +105.1% | -122.6% | -29.9% |
| 1Y | +22.8% | +148.3% | -125.4% | +0.5% |
| 3Y | +224.2% | +438.7% | -214.4% | +118.5% |
| All | +164.9% | +681.9% | -517.1% | +77.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded SN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling